OK, in all seriousness:
Building a computer sucks. If you just build one of a kind. If you buy all the parts for one computer and it doesn't post, then what? You don't know which part failed. And unless you build one twice a year your last computer's parts are incompatible with the new one, every single one of them down to the PSU. So POST, not clue which part to send back to warranty.
Buying a premade computer sucks.
Do you know what a bad PSU does to your computer? Can, and does, easily kill all parts in the box, including the harddware. Even if you have two mirrored in RAID-1. And there is nothing worse than a sub-par mainboard where the mainboard maker doesn't release some essential BIOS patch for some obscure problem that you with your graphics card or your harddrive or USB suffers from but few other people.
Or Maxtor drives. So you get a Diamondmax9 in your premade computer. Now what? You know it will break on the first instability of your city power. Replace it? No warranty? Send it back? Cannot, it's not broken.
What if the box is slightly, just so slightly instable, let's say it crashes once a day? The premade vendor will always blame Windoze, drivers, instable city power or the phase of the moon. All the while, the instable box slowly but securely overwrites all your precious files (even those you didn't touch in months) with binary junk.
And don't get me started on overclocking. If you can devote the time to it, and can build computers frequently enough to be able to cross-trade parts, then you get a heck of a lot more performance out of it - stable, if you learn how to test and not overdrive, takes about one week testing for each clock. Now, the trick is that you have to learn that anyway (the testing) even if you don't overclock because not all computers are stable at stock speeds.